+284.8%
TPR vs BAM
+84.5%
+200.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.0% | +10.1% | +8.5% |
| 7D | +13.9% | +7.9% | +5.9% | +9.6% |
| 30D | +14.9% | +16.0% | -1.1% | +7.0% |
| 3M | -15.4% | +0.6% | -16.0% | -16.4% |
| 6M | -4.5% | +10.5% | -15.0% | -10.1% |
| YTD | +6.0% | +3.2% | +2.8% | +2.5% |
| 1Y | +24.3% | +1.0% | +23.3% | +21.2% |
| 3Y | +412.8% | +84.2% | +328.6% | +299.2% |
| All | +284.8% | +84.5% | +200.3% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling